Estimation of KL Divergence: Optimal Minimax Rate.

Yuheng Bu Shaofeng Zou Yingbin Liang Venugopal V. Veeravalli

Published in: CoRR (2016)

Keyphrases

kl divergence
kullback leibler
worst case
kullback leibler divergence
mahalanobis distance
information theoretic
probability density
similarity measure
dimensionality reduction
mixture model
data distribution
closed form
density estimation
exponential family